+925.0%
JNJ vs FIS
+246.2%
+678.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -1.4% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | +6.3% | -11.8% | +18.1% | +7.6% |
| 3M | +8.5% | -28.5% | +37.0% | +14.3% |
| 6M | +28.0% | -27.0% | +55.0% | +33.9% |
| YTD | +37.7% | -53.1% | +90.8% | +56.4% |
| 1Y | +47.9% | -52.8% | +100.7% | +67.7% |
| 3Y | +107.4% | -37.5% | +144.9% | +119.0% |
| 5Y | +97.7% | -71.1% | +168.8% | +138.0% |
| 10Y | +210.7% | -52.0% | +262.7% | +228.8% |
| All | +925.0% | +246.2% | +678.9% | +678.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling